+454.2%
MDLZ vs BWA
+1,651.3%
-1,197.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.7% |
| 7D | -1.7% | +5.7% | -7.4% | -2.6% |
| 30D | -2.1% | +1.4% | -3.5% | -2.5% |
| 3M | +1.3% | -12.1% | +13.4% | +3.0% |
| 6M | +6.2% | +28.6% | -22.4% | +0.8% |
| YTD | +15.8% | +51.1% | -35.3% | +6.2% |
| 1Y | +4.1% | +55.9% | -51.8% | -5.2% |
| 3Y | -4.1% | +70.1% | -74.2% | -15.5% |
| 5Y | +13.4% | +90.7% | -77.3% | -3.9% |
| 10Y | +75.7% | +154.0% | -78.2% | +34.3% |
| All | +454.2% | +1,651.3% | -1,197.1% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling